Moldova Financial Sector Assessment Program : Stress Testing

Moldova Financial Sector Assessment Program : Stress Testing

This note discusses the stress tests that were carried out on Moldova’s banking system as part of the 2014 financial sector assessment program (FSAP) update. The objective of this exercise was to assess the resilience of the banking system to major...

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Bibliographic Details
Main Author: International Monetary Fund
Format: Report
Language:English
en_US
Published: Washington, DC 2015
Subjects:
CURRENCY MISMATCHES
DEPOSIT
CAPITAL MARKETS
HOLDING
REGULATORY FRAMEWORK
EQUITY INSTRUMENT
BORROWER
CORPORATE DEFAULT
INTEREST INCOME
OIL PRICE
NPL
DEPOSITS
FIXED INCOME
DEFAULTS
STOCK
VALUATION
INTEREST
MATURITY DATE
INTEREST RATE
EXCHANGE
BANKING SYSTEM
LIQUIDITY
REPAYMENTS
DEFAULT PROBABILITY
PORTFOLIO
LIQUIDITY RISK
DEFAULT RISK
BONDS
CAPITAL ADEQUACY
MACROECONOMIC CONDITIONS
LOAN
PROBABILITY OF DEFAULT
BORROWERS
NON-PERFORMING LOANS
GOVERNMENT BOND
INFLATION
CASH FLOWS
OUTPUT LOSSES
INSTRUMENTS
CENTRAL BANK
MATURITY
WITHDRAWALS
MARKET LIQUIDITY
VALUATION CHANGES
OIL PRICES
GLOBAL ECONOMY
CURRENCY
DOMESTIC CURRENCY
EXCHANGE RATE MOVEMENTS
INCOME INSTRUMENTS
BOND YIELD
PORTFOLIOS
DEBTS
RISK FACTOR
FOREIGN CURRENCIES
EXCHANGE RATES
TRADING
CREDIT RISKS
INTEREST RATES
MONETARY FUND
SOVEREIGN BOND
MONEY MARKET RATE
DOMESTIC BANKS
MARKETS
DEBT
COUPON PAYMENT
SOVEREIGN RATING
BANK LIQUIDITY
LOANS
RESERVES
GROSS DOMESTIC PRODUCT
FINANCIAL SYSTEM
INVESTMENT RISKS
FINANCE
FOREIGN CURRENCY
DOMESTIC BANK
TAXES
LOAN CATEGORY
BANKING SECTOR
GOVERNMENT SECURITIES
TRANSACTIONS
EMERGING MARKETS
EQUITY
FINANCIAL STABILITY
FINANCIAL CRISIS
MARKET PRICES
LIQUIDITY RATIOS
BOND PORTFOLIO
FUTURE
DEPOSIT LIABILITIES
CAPACITY CONSTRAINTS
LIQUIDITY POSITION
EQUITY INVESTMENTS
DOMESTIC BANKING
CAPITALIZATION
ASSET QUALITY
LOAN PORTFOLIO
FOREIGN BANKS
BALANCE SHEET
MARKET
DEFAULT
LOCAL CURRENCY
FOREIGN EXCHANGE
MARKET RISK
EQUITY INVESTMENT
DEFAULT PROBABILITIES
MONETARY POLICIES
INVESTMENT PORTFOLIOS
SECURITIES
SOLVENCY
CAPITAL INFLOW
CREDIT SPREADS
RISK FACTORS
MARKET RISKS
CREDIT RISK
MACROECONOMIC VARIABLES
HOLDINGS
CURRENCIES
EQUITY INSTRUMENTS
GOVERNMENT BONDS
DOMESTIC GOVERNMENT BONDS
EQUITY HOLDINGS
CORPORATE BONDS
MARKET SHARE
NONPERFORMING LOAN
DEBT INSTRUMENTS
STOCK EXCHANGE
NATIONAL BANK
INVESTMENT
LENDING INTEREST RATE
BOND
DOMESTIC CREDIT
SOVEREIGN BONDS
SHARE
CORPORATE BOND
BANKRUPTCIES
BALANCE SHEETS
COLLATERAL
FINANCIAL MARKETS
FLOATING RATE
RISK MEASUREMENT
INDIVIDUAL BOND
CURRENCY RISK
COUPON
CAPITAL INFLOWS
MONEY MARKET
LIQUIDITY POSITIONS
INVESTMENTS
LENDING
DEBT INSTRUMENT
INTEREST RATE RISK
LIQUIDITY RATIO
CREDIT GROWTH
BANKING SECTOR ASSETS
MATURITIES
EXCHANGE RATE
INSTRUMENT
REMITTANCES
LIABILITIES
HEDGE
LIQUID ASSETS
INTERNATIONAL SETTLEMENTS
CREDIT LINES
FOREIGN BANK
Online Access:http://documents.worldbank.org/curated/en/2015/10/25149649/moldova-financial-sector-assessment-program-technical-note-stress-testing
http://hdl.handle.net/10986/22905

Internet

http://documents.worldbank.org/curated/en/2015/10/25149649/moldova-financial-sector-assessment-program-technical-note-stress-testing
http://hdl.handle.net/10986/22905

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